Inaccurate Results - Multiple Timeframes
Inaccurate Results - Multiple Timeframes
I ran my EA on a demo account for a month on MT4 on the GBPCHF pair and then downloaded the historical data from Tickstory to run a backtest and compare the results. Unfortunately, even though I got 99.90% accuracy on my back test, the results were not anywhere near the same as what actually happened during my live test. All of the EA parameters were the same in the backtest as during the live test. I'm not sure what the disconnect is and wondered if anyone has any insight? Does the MT4 strategy tester not support multiple time frame analysis? Has anyone else ever compared live test results with the backtester to compare results?
Re: Inaccurate Results - Multiple Timeframes
Hi Jt27,
There are numerous reasons your back-test can be different to your live test such as slippage or timing of trades. This is especially true if you are using a scalping strategy. Your best approach is to compare each live trade you are doing and note why you are getting a different result to your simulation. It's possible that your strategy is too sensitive to some settings (such as spread) which could be different in your live environment. Using our Advanced Tester is a good way to explore weaknesses in your strategy when it is presented with different variables.
Here are some additional items in our FAQ that also cover this topic and may assist further:
Is there any value in back-testing? What is the advantage of using tick data?
What are the limitations back-testing with tick data?
Why is my trading system behaving differently when using Tickstory data (as opposed to MT4 broker data)?
Hope this helps.
There are numerous reasons your back-test can be different to your live test such as slippage or timing of trades. This is especially true if you are using a scalping strategy. Your best approach is to compare each live trade you are doing and note why you are getting a different result to your simulation. It's possible that your strategy is too sensitive to some settings (such as spread) which could be different in your live environment. Using our Advanced Tester is a good way to explore weaknesses in your strategy when it is presented with different variables.
Here are some additional items in our FAQ that also cover this topic and may assist further:
Is there any value in back-testing? What is the advantage of using tick data?
What are the limitations back-testing with tick data?
Why is my trading system behaving differently when using Tickstory data (as opposed to MT4 broker data)?
Hope this helps.